Browsing All of EconStor by Author Forni, Mario
Showing results 1 to 5 of 5
Year of Publication | Title | Author(s) |
2003 | The generalized dynamic factor model: One-sided estimation and forecasting | Forni, Mario; Hallin, Marc; Lippi, Marco; Reichlin, Lucrezia |
2007 | Opening the black box: structural factor models with large cross-sections | Forni, Mario; Giannone, Domenico; Lippi, Marco; Reichlin, Lucrezia |
2021 | Policy and business cycle shocks: A structural factor model representation of the US economy | Forni, Mario; Gambetti, Luca |
2022 | Nonlinear transmission of financial shocks: Some new evidence | Forni, Mario; Gambetti, Luca; Maffei-Faccioli, Nicolò; Sala, Luca |
2023 | The impact of financial shocks on the forecast distribution of output and inflation | Forni, Mario; Gambetti, Luca; Maffei-Faccioli, Nicolò; Sala, Luca |